Variance Risk Premium Components and International Stock Return Predictability

International Finance Discussion Paper
doi 10.17016/ifdp.2019.1247
Full Text
Abstract

Available in full text

Date
Authors
Publisher

Board of Governors of the Federal Reserve System

Related search

Volatility Risk and Stock Return Predictability on Global Financial Crises

SSRN Electronic Journal
2015English

Downside Variance Risk Premium

Finance and Economics Discussion Series
2015English

Stock Return Predictability With Financial Ratios

International Journal of Trade, Economics and Finance
2011English

International Stock Return Predictability: What Is the Role of the United States?

Journal of Finance
AccountingEconomicsEconometricsFinance
2013English

International Stock Return Predictability: What Is the Role of the United States?

SSRN Electronic Journal
2012English

Robust Econometric Inference for Stock Return Predictability

Review of Financial Studies
AccountingEconomicsEconometricsFinance
2014English

Risk Premium, Variance Premium, and the Maturity Structure of Uncertainty

Review of Finance
AccountingEconomicsEconometricsFinance
2013English

The VIX, the Variance Premium and Stock Market Volatility

2013English

The VIX, the Variance Premium and Stock Market Volatility

SSRN Electronic Journal
2013English

Amanote Research

Note-taking for researchers

Follow Amanote

© 2024 Amaplex Software S.P.R.L. All rights reserved.

Privacy PolicyRefund Policy